Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 - - - - 1
Eurodollar GEU5 Sep 2015 99.495 +0.005 99.495 99.495 99.495 8
Eurodollar GEZ5 Dec 2015 99.300 +0.005 99.300 99.300 99.300 239
Eurodollar GEH6 Mar 2016 99.100 +0.005 99.100 99.100 99.095 201
Eurodollar GEM6 Jun 2016 98.895 +0.01 98.895 98.895 98.890 247
Eurodollar GEU6 Sep 2016 98.695 +0.015 98.695 98.695 98.690 129
Eurodollar GEZ6 Dec 2016 98.510 +0.02 98.510 98.510 98.505 143
Eurodollar GEH7 Mar 2017 98.360 +0.02 98.360 98.365 98.355 167
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'115 +0'040 128'125 128'125 128'105 4592
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'195 b +0'005 - 102'195 - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 - - - - -
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 - - - - 1
Eurodollar GEU5 Sep 2015 99.495 +0.005 99.495 99.495 99.495 8
Eurodollar GEZ5 Dec 2015 99.300 +0.005 99.300 99.300 99.300 239
Eurodollar GEH6 Mar 2016 99.100 +0.005 99.100 99.100 99.095 201
Eurodollar GEM6 Jun 2016 98.895 +0.01 98.895 98.895 98.890 247
Eurodollar GEU6 Sep 2016 98.695 +0.015 98.695 98.695 98.690 129
Eurodollar GEZ6 Dec 2016 98.510 +0.02 98.510 98.510 98.505 143
Eurodollar GEH7 Mar 2017 98.360 +0.02 98.360 98.365 98.355 167
30-Day Federal Funds ZQM5 Jun 2015 - - - - -
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 168'26 +0'16 168'27 168'27 168'25 63
U.S. Treasury Bond ZBM5 Jun 2015 162'27 +0'14 162'27 162'28 162'25 818
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'115 +0'040 128'125 128'125 128'105 4592
5-Year U.S. Treasury Note ZFM5 Jun 2015 119'260 +0'020 119'270 119'270 119'257 1965
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'147 +0'005 109'147 109'150 109'147 564
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'195 b +0'005 - 102'195 - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.